+1,337.4%
NI vs TECK
+2,265.7%
-928.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -2.9% | +0.8% |
| 7D | +2.3% | +7.8% | -5.5% | +1.4% |
| 30D | -1.7% | +8.3% | -9.9% | -2.6% |
| 3M | -8.0% | +16.1% | -24.1% | -9.8% |
| 6M | -8.6% | +42.9% | -51.5% | -12.9% |
| YTD | +2.3% | +50.8% | -48.4% | -3.3% |
| 1Y | +6.9% | +106.1% | -99.1% | -2.7% |
| 3Y | +70.6% | +84.0% | -13.5% | +54.3% |
| 5Y | +96.4% | +223.5% | -127.1% | +62.0% |
| 10Y | +136.1% | +378.1% | -242.0% | +70.4% |
| All | +1,337.4% | +2,265.7% | -928.4% | +629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling